SIGI
SELECTIVE INSURANCE GROUP INC96.63post+$0.00 (+0.00%)at close +$0.00 (+0.00%)
as of 19:59:58 UTCnext report Oct 28 · 84d
Earnings Room‹ back to SIGI
The report
fiscal Q3 2026 · from the company's noticeOct 28after close84days out
Expected movement
market-implied · at the Aug 4 close±11.6%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 136days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Dec 18 · first after the reportATM strike 95straddle 13.20ATM IV 28%× 0.85 straddle-to-rangespot 96.63
Blast radius
5 linked · N-PORT + EDGARIf SIGI moves ±11.6% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are named by filings and their coefficient measured against two years of daily returns.
Positioning
Butterfly LadderNo options positioning captured for this ticker yet. Open interest settles once daily — check back after the next capture, or open this room again tomorrow.
The record
expected in pale · actual in full color3/8reports moved further than the options market had pricedtypically ±6.4% realized vs ±6.9% priced
Jul 23 '26±6.8%→−1.5%×0.22
Apr 22 '26±7.9%→+8.7%×1.10
Jan 29 '26±5.9%→+0.0%×0.00
Oct 22 '25±8.0%→−5.7%×0.71
Jul 23 '25±5.8%→−17.0%×2.92
Apr 23 '25±6.8%→−1.8%×0.27
Jan 29 '25±5.9%→−12.6%×2.13
Oct 21 '24±7.8%→−3.8%×0.48
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q2 FY26 · reported 2.11 · rev $1.4B
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.